+1,573.3%
HWM vs WAT
+189.6%
+1,383.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -10.0% |
| 7D | -9.2% | -0.7% | -8.4% | -8.8% |
| 30D | -17.9% | -1.0% | -16.9% | -17.6% |
| 3M | -6.0% | +10.9% | -16.9% | -10.4% |
| 6M | -7.4% | +33.2% | -40.5% | -19.3% |
| YTD | +13.1% | +6.1% | +7.0% | +7.8% |
| 1Y | +29.3% | +30.2% | -0.9% | +11.3% |
| 3Y | +389.9% | +52.9% | +337.0% | +257.6% |
| 5Y | +655.5% | -5.1% | +660.7% | +607.9% |
| All | +1,573.3% | +189.6% | +1,383.8% | +590.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling